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git-svn-id: http://moon:8086/svn/projects/Stock@307 fda53097-d464-4ada-af97-ba876c37ca34
This commit is contained in:
jens
2019-12-13 20:53:57 +00:00
parent 38a91e0e07
commit 79483cba87
1 changed files with 25 additions and 21 deletions
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pandas_eval.py
+19 -15
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@@ -22,6 +22,7 @@ import os
key = '0UO7Z2MVZ2YSQSVE' key = '0UO7Z2MVZ2YSQSVE'
thresh_macd = 0.5 thresh_macd = 0.5
show_range_days = 20 show_range_days = 20
show_title = 'KEYS'
titles = [ titles = [
'AAPL', 'AAPL',
@@ -50,9 +51,8 @@ titles = [
'WAF.DE', 'WAF.DE',
'EVT.DE', 'EVT.DE',
'VOW.DE', 'VOW.DE',
'AMS.SW', 'KEYS',
'I', 'I']
'OQ3.F']
def ema(data, key, alpha=0.5, ic=None): def ema(data, key, alpha=0.5, ic=None):
@@ -129,7 +129,6 @@ def bollinger(data, window_days, f=2):
result['mid'] = mid result['mid'] = mid
return result return result
class Symbol(object): class Symbol(object):
def __init__(self, name): def __init__(self, name):
self.name = name self.name = name
@@ -141,7 +140,6 @@ class Symbol(object):
filename = self.name.replace('.','_') + '.h5' filename = self.name.replace('.','_') + '.h5'
fetch = False fetch = False
today = dt.date.today() today = dt.date.today()
try: try:
hdf = pd.HDFStore(filename, 'r') hdf = pd.HDFStore(filename, 'r')
except: except:
@@ -157,7 +155,7 @@ class Symbol(object):
if fetch: if fetch:
print ("Fetching \"{}\"".format(self.name)) print ("Fetching \"{}\"".format(self.name))
# Get stock price via data reader # Get stock price via data reader
start = dt.datetime(2019,1,1) start = dt.datetime(today.year,1,1)
end = dt.date.today() end = dt.date.today()
data = web.DataReader(self.name, "av-daily", start, end, api_key=key) data = web.DataReader(self.name, "av-daily", start, end, api_key=key)
hdf = pd.HDFStore(filename) hdf = pd.HDFStore(filename)
@@ -166,9 +164,13 @@ class Symbol(object):
self.data_full = hdf[self.name]*self.k_euro self.data_full = hdf[self.name]*self.k_euro
hdf.close() hdf.close()
def __plot(self, data): def __plot(self, d, keys):
dates = data.index dates = d.index
for key in keys:
data = d[key]
data.plot() data.plot()
def hover(event): def hover(event):
if event.inaxes == self.ax: if event.inaxes == self.ax:
x_idx = int(event.xdata) x_idx = int(event.xdata)
@@ -193,9 +195,7 @@ class Symbol(object):
self.fig = plt.figure(figNum) self.fig = plt.figure(figNum)
self.ax = plt.subplot(311) self.ax = plt.subplot(311)
self.__plot(data['close']) self.__plot(data, ['ema', 'close', 'sma'])
self.__plot(data['ema'])
self.__plot(data['sma'])
plt.title(self.name) plt.title(self.name)
plt.legend() plt.legend()
plt.grid() plt.grid()
@@ -213,10 +213,15 @@ class Symbol(object):
plt.grid() plt.grid()
figNum = 1 figNum = 1
for title in titles:
if '' != show_title:
sym = Symbol(show_title)
sym.fetch()
sym.analyze()
sym.show(figNum)
else:
for title in titles:
sym = Symbol(title) sym = Symbol(title)
sym.fetch() sym.fetch()
result = sym.analyze() result = sym.analyze()
@@ -224,6 +229,5 @@ for title in titles:
sym.show(figNum) sym.show(figNum)
figNum += 1 figNum += 1
plt.show() plt.show()